Historical vol

What does Historical vol measure?

How volatile the stock has been, stated the way options traders state it: an annual percentage. 40 means roughly a 40% swing a year at this pace.

How is Historical vol calculated?

Take the day-to-day logarithmic returns, measure how spread out the last 20 of them were, then scale that up to a year (multiplying by the square root of 252 trading days) and turn it into a percentage.

Written by reading the engine’s real computation, not a textbook — where the two differ, the page describes what actually runs.

How do I use Historical vol in a bot?

In the builder, add an indicator of type hv (parameters: length, default 20). Its value becomes an operand you can compare in any entry or exit rule. The engine grades the whole rule honestly: real fills, no look-ahead, half the history held back.

Related indicators

• KurtosisHow prone the stock has been to sudden jumps.
• Lower shadowThe wick hanging below the candle's body — how far sellers pushed before buyers took it back.
• Mean abs deviationThe typical distance between price and its own average — a plain-spoken volatility measure that one outlier cannot blow up.
• Mass indexA reversal warning that watches the SHAPE of the range rather than direction.

Or browse all 158 indicators in the full library.